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Trade: DYDX/USDT/480/ALMA/PWMA/4974

Strategy
DYDX/USDT/480/ALMA/PWMA/4974
Pair
DYDX_USDT
Interval
8h
Score
344520
Daily Profit
0.167541
Profit Factor
1.515729
Profitability
54.545455
Streak
0.000000
Best Strategy
Training Data Length
1489.670000
Evaluation Time
2025-10-07 15:56
Expiration Time
2025-11-21 02:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 249580.7975 41844.0224 207736.7751 204322.9669 -251403.6884 455726.6553
Total P&L (%) 249.5808 41.844 207.7368 204.323 -251.4037 455.7267
Avg Daily Profit (%) 0.1675 0.0281 0.1395 0.0747 0 0.1152
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -116239 -100101 -58178 -993688 -1001244 -424038
Profit Factor 1.5157 1.1781 1.8344 1.0621 0.8478 1.2779
Total Trades 88 44 44 88 44 44
Winning Trades 48 22 26 48 22 26
Losing Trades 40 22 18 40 22 18
Profitability (%) 54.5455 50 59.0909 54.5455 50 59.0909
Ratio Avg Win / Avg Loss 1.2631 1.1781 1.27 0.8851 0.8478 0.8847
Largest Winning Trade 67857 67857 61523 323386 280978 323386
Largest Losing Trade -28411 -28411 -25446 -256848 -247199 -256848
Avg Bars in Trades 49 40 57 49 40 57
Avg Bars in Winners 56 48 64 56 48 64
Avg Bars in Losers 39 32 48 39 32 48
Bars Traded 4327 1793 2534 4327 1793 2534
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 344520 -182003 -3263 -246256 -580719 -39687
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4469,
    "evaluation_days": 1489.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633449600000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759841777915,
    "expiration_time": 1763685216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 74,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            249580.7975319005,
            41844.0224479571,
            207736.7750839435,
            204322.966862784,
            -251403.6884226487,
            455726.6552854327
        ],
        [
            249.580798,
            41.844022,
            207.736775,
            204.322967,
            -251.403688,
            455.726655
        ],
        [
            0.167541,
            0.028089,
            0.139452,
            0.074737,
            0,
            0.1152
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -116239,
            -100101,
            -58178,
            -993688,
            -1001244,
            -424038
        ],
        [
            1.515729,
            1.178071,
            1.834441,
            1.062064,
            0.847832,
            1.277886
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            48,
            22,
            26,
            48,
            22,
            26
        ],
        [
            40,
            22,
            18,
            40,
            22,
            18
        ],
        [
            54.545455,
            50,
            59.090909,
            54.545455,
            50,
            59.090909
        ],
        [
            1.263108,
            1.178071,
            1.269997,
            0.885053,
            0.847832,
            0.88469
        ],
        [
            67857,
            67857,
            61523,
            323386,
            280978,
            323386
        ],
        [
            -28411,
            -28411,
            -25446,
            -256848,
            -247199,
            -256848
        ],
        [
            49,
            40,
            57,
            49,
            40,
            57
        ],
        [
            56,
            48,
            64,
            56,
            48,
            64
        ],
        [
            39,
            32,
            48,
            39,
            32,
            48
        ],
        [
            4327,
            1793,
            2534,
            4327,
            1793,
            2534
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344520,
            -182003,
            -3263,
            -246256,
            -580719,
            -39687
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4469,
    "evaluation_days": 1489.67,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1633449600000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759841777915,
    "expiration_time": 1763685216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 74,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)